Stock Prediction Enhanced Presentation
Stock Prediction Enhanced Presentation
Stock Prediction Enhanced Presentation
Prediction
Seminar
using Report
Time Series and NLP
Rishi Chourasia, IIT Roorkee
Abstract
his study addresses the challenge of stock price prediction by using ARIMA and LSTM models. The
esearch focuses on comparing the accuracy of different forecasting models using the SPY ETF dataset
ghlighting the superior performance of the LSTM model.
Introduction
k price prediction is influenced by political, economic, and financial factors. This research focuses
pplying advanced machine learning models such as LSTM for stock price prediction using historical d
Research Methodology
Data Collection: The study utilizes the SPY ETF dataset, tracking the S&P 500 Index with various data
points (opening, closing, high, low prices, trading volumes).
Data Preprocessing
Steps:
- Data cleaning: Missing values and outliers handled.
- Feature engineering: Creating moving averages, volatility indices.
- Train-Test split: 70-80% for training, 20-30% for testing.
Models Used
1. Naive Forecast Model
2. Moving Average Models (SMA, EMA)
3. ARIMA Model
4. Neural Networks (Linear, Dense, RNN, LSTM)
5. Hybrid CNN-RNN Models
Results: Model Comparison
STM model demonstrated the lowest Mean Absolute Error (MAE), followed by ARIMA and simple m
aive Forecast and Moving Average.
Conclusion
dy demonstrates that LSTM models significantly improve prediction accuracy compared to traditiona
like ARIMA and moving averages. Future research could explore hybrid models combining CNNs and
Future Work
ploration of hybrid models combining CNN for feature extraction and LSTM for time-series forecasti
pplication of advanced neural network architectures for further improvement in prediction accuracy
Abstract
research aims to predict stock prices using models like ARIMA and LSTM, emphasizing LSTM's superior
Introduction
ock market's non-linear behavior necessitates advanced predictive techniques for accurate stock price f
Methodology
a from SPY ETF was preprocessed, including handling missing values and creating features like moving a